FxPro Quant

ok nevermind. I think I got it.

https://www.metatrader5.com/en/terminal/help/general_concept#sltp_inherit

I suppose I have to implement partial closing of positions and keep tracking the SL somehow

So I can confirm it is because FxPro has netting position accounting on MT5 and not hedging. So only one position open and inherrited SL/TP.
The workaround I found was to open trades without SL but instead have individual Sell Stop & Buy Stop pending orders that act as StopLosses.

Any better suggestions?